Bitcoin (BTC): 20-day volatility 0.956% daily (2nd pct)

On 2026-08-16, Bitcoin (BTC) closed at 62996 USD, down 0.04% on the day. It trades at 7.7% of its 52-week range. Its RSI(14) of 42.93 is in the 24th percentile of its history since 2014. Its 20-day return of -1.14% is in the 40th percentile. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 63791.66 / 63572.05 / 69240.25 USD, with price -1.25% / -0.91% / -9.02% against them. Its 52-week range is 57747.77–126198.07 USD; it closed 50.08% below the high and 9.09% above the low. Its 20-day volatility is 0.956% daily, in the 2nd percentile of its history since 2014. Its 14-day average true range (ATR) is 1152.09 USD, 1.83% of price. It has returned -0.87% over 5 days and -2.21% over 60 days. Against the S&P 500, its weekly-return beta +1.70 / correlation +0.52 (52-week); beta +1.42 / correlation +0.57 (26-week). Against the US dollar index (DXY), its weekly-return beta -1.60 / correlation -0.21 (52-week); beta -1.93 / correlation -0.31 (26-week).

=== BITCOIN (BTC)  (USD) ===
  price & change   (as of 2026-08-16, prior 2026-08-15)
    close       62996.01
    change      -28.31  (-0.045%)
  range            (as of 2026-08-16)
    range       70.22
    close pos   59.2% of range
  moving averages  (as of 2026-08-16)
     20d MA     63791.66   price below by -1.25%
     50d MA     63572.05   price below by -0.91%
    200d MA     69240.25   price below by -9.02%
    price < all MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-08-16)
    20d stdev   0.956% daily ≈ 18.3% annualized (×√365, 24/7 market)   (2nd pct of own history, since 2014 (4332 obs))
    vs easing-2024 avg  0.38× (0.956% vs 2.489% era avg)
  ATR              (as of 2026-08-16)
    ATR(14)    1152.09
    ATR%        1.83%   (5th pct of own history, since 2014 (4338 obs))
    range/ATR   6.1%
  relative volume  (as of 2026-08-16)
    RVOL        0.46x  (today vs 20-day average volume)
    pctile      3rd pct of own history, since 2014 (4332 obs)
  52-week range    (as of 2026-08-16)
    high        126198.07   (-50.08% from high)
    low         57747.77   (+9.09% from low)
  momentum         (as of 2026-08-16)
    RSI(14)     42.93   (24th pct of own history, since 2014 (4338 obs))
  returns          (as of 2026-08-16)
     5d return  -0.87%
    20d return  -1.14%
    60d return  -2.21%
  volatility by rate-era
    ZIRP-2009        3.57%   (from 2014-09-17)
    tightening-2015  4.05%
    ZIRP-2019        3.85%
    tightening-2022  2.86%
    easing-2024      2.49%
  S&P 500 market factor (weekly returns; async daily closes cap the magnitude)  (as of 2026-08-14)
    vs S&P 500  beta +1.42  corr +0.57  (26w)
    vs S&P 500  beta +1.70  corr +0.52  (52w)
  dollar factor (weekly returns vs DXY; async daily closes cap the magnitude)  (as of 2026-08-16)
    vs DXY      beta -1.93  corr -0.31  (26w)
    vs DXY      beta -1.60  corr -0.21  (52w)